+3,877.1%
CHRW vs HUBB
+1,967.8%
+1,909.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +7.3% | +1.8% | +5.5% | +6.6% |
| 30D | -3.6% | -7.7% | +4.1% | -0.9% |
| 3M | -9.6% | -13.6% | +4.0% | -5.1% |
| 6M | -17.0% | -9.1% | -7.9% | -15.3% |
| YTD | -15.4% | -0.7% | -14.7% | -17.0% |
| 1Y | -10.0% | +1.1% | -11.1% | -12.3% |
| 3Y | +82.2% | +56.2% | +26.0% | +44.2% |
| 5Y | +59.4% | +126.6% | -67.3% | +5.8% |
| 10Y | +129.7% | +384.6% | -254.8% | +6.5% |
| All | +3,877.1% | +1,967.8% | +1,909.3% | +786.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HUBB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling